| 基于投资的保费调整模型 |
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| 引用本文： | 邓志民,朱同林.基于投资的保费调整模型[J].暨南大学学报,2004,25(5):517-520. |
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| 作者姓名： | 邓志民 朱同林 |
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| 作者单位： | 1. 南开大学统计学系,天津,300071;广东工业大学应用数学学院,广东,广州,510643
2. 华南农业大学信息学院,广东,广州,510642 |
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| 基金项目： | 国家自然科学基金资助项目(10171051) |
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| 摘 要： | 在投资基金服从对数正态分布的假设下，对短期保险合同，讨论了在投资收益影响下的保费定价问题，并对两种常见的保险进行了相应的分析，得出了它们在一定置信度下，公司为达到或超过某利润率所应厘订的保费定价公式．
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| 关 键 词： | 保费 短期保险合同 投资收益 |
| 文章编号： | 1000-9965(2004)05-0517-04 |
| 修稿时间： | 2003年11月19 |
Premium adjustment models based on investment |
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| DENG Zhi-min.Premium adjustment models based on investment[J].Journal of Jinan University(Natural Science & Medicine Edition),2004,25(5):517-520. |
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| Authors: | DENG Zhi-min |
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| Institution: | DENG Zhi-min~ |
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| Abstract: | Under the assumption that investment fund follows the lognormal distribution. The pricing question affected by investment gains is discussed for short-period insurance contracts. In addition, the same question for two kinds of general insurance types are a lso analyed. Premium pricing formulas, that an insurane company should determine in order to arrive at or surpass a profit rate under certain credibility level, are given. |
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| Keywords: | premium short-period insurance contract investment fund |
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